+315.1%
BDX vs VCLT
+103.3%
+211.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.0% |
| 7D | -4.3% | +0.3% | -4.6% | -4.3% |
| 30D | +1.3% | -0.6% | +1.8% | +1.3% |
| 3M | +20.2% | -2.2% | +22.5% | +20.5% |
| 6M | +8.6% | -2.9% | +11.5% | +8.9% |
| YTD | +19.0% | -2.1% | +21.0% | +19.2% |
| 1Y | +21.2% | -2.6% | +23.8% | +21.5% |
| 3Y | -9.7% | +12.5% | -22.2% | -10.4% |
| 5Y | -3.4% | -15.3% | +11.9% | -5.8% |
| 10Y | +53.9% | +16.6% | +37.2% | +57.4% |
| All | +315.1% | +103.3% | +211.8% | +420.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling